Panel data econometrics:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Oxford [u.a.]
Oxford Univ. Press
2003
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Advanced texts in econometrics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke |
| Beschreibung: | XII, 231 S. |
| ISBN: | 0199245282 9780199245284 9780199245291 0199245290 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804128986034339840 |
|---|---|
| adam_text | Contents
Preface
xi
1
Introduction
1
1 Static Models
5
2
Unobserved Heterogeneity
7
2.1
Overview
7
2.2
Fixed Effects Models
11
2.2.1
Assumptions
11
2.2.2
Within-Group Estimation
14
2.3
Heteroskedasticity and Serial Correlation
18
2.3.1
Robust Standard Errors for Within-Group Estimators
18
2.3.2
Optimal GLS with Heteroskedasticity and Autocorrela¬
tion of Unknown Form
20
2.3.3
Improved GMM and Minimum Distance Estimation un¬
der Heteroskedasticity and Autocorrelation of Unknown
Form
20
2.4
Likelihood Approaches
23
2.4.1
Joint Likelihood
24
2.4.2
Conditional Likelihood
24
2.4.3
Marginal (or Integrated) Likelihood
25
2.5
Nonlinear Models with Additive Effects
27
2.5.1
Nonlinear Regression
27
2.5.2
Linear Structural Equation
28
2.5.3
Nonlinear Simultaneous Equations
29
3
Error Components
31
3.1
A Variance Decomposition
31
3.2
Error-Components Regression
34
3.2.1
The Model
34
vu
viii Contents
3.2.2
GLS
and ML Estimation
35
3.2.3
GLS, Within-Groups, and Between-Groups
36
3.3
Testing for Correlated Unobserved Heterogeneity
37
3.3.1
Specification Tests
38
3.3.2
Robust Alternatives
41
3.4
Models with Information in Levels
42
3.5
Estimating the Error Component Distributions
44
4
Error in Variables
47
4.1
An Introduction to the Standard Regression Model with Errors
in Variables
47
4.2
Measurement Error Bias and Unobserved Heterogeneity Bias
49
4.3
Instrumental Variable Estimation with Panel Data
51
4.4
Illustration: Measuring Economies of Scale in Firm Money De¬
mand
53
II Time Series Models with Error Components
55
5
Covariance Structures for Dynamic Error Components
57
5.1
Introduction
57
5.2
Time Effects
60
5.3
Moving Average Autocovariances
64
5.4
Estimating Covariance Structures
67
5.4.1
GMM/MD Estimation
68
5.4.2
Using Transformations of the Original Moments
70
5.4.3
Relationship between GMM and
Pseudo
ML
71
5.4.4 -
Testing Covariance Restrictions
73
5.5
Illustration: Testing the Permanent Income Hypothesis
75
6
Autoregressive
Models with Individual Effects
81
6.1
Assumptions
82
6.2
The Within-Group Estimator
84
6.3
Instrumental Variable Estimation
88
6.4
Initial Conditions and Heteroskedasticity
91
6.4.1
Estimation under Stationarity
91
6.4.2
Unrestricted Initial Conditions
96
6.4.3
Time Series Heteroskedasticity
107
6.4.4
Time Effects in
Autoregressive
Models
108
6.5
Mean Stationarity
110
6.6
Unit Roots
113
6.7
Estimating and Testing VARs for Firm Employment and Wages
116
Contents ix
III
Dynamics
and Predeterminedness
127
7 Models
with both Strictly Exogenous and Lagged Dependent
Variables
129
7.1
The Nature of the Model
129
7.2
An Example: Cigarette Addiction
130
7.3
GMM Estimation
133
7.3.1
2SLS Estimation from a Large
Τ
Perspective
133
7.3.2
Optimal IV Estimation in a Small T, Large
N
Context
134
7.3.3
GMM with the Number of Moments Increasing with
Τ
135
7.3.4
Explanatory Variables Uncorrelated with the Effects
137
7.3.5
Enforcing Restrictions in the Covariance Matrix
137
7.4
Maximum Likelihood
138
7.4.1
Estimation with Unrestricted Covariance Matrix
138
7.4.2
MLE with Covariance Restrictions
140
7.4.3
MLE with Correlated xs
141
8
Predetermined Variables
143
8.1
Introduction and Examples
144
8.1.1
Partial Adjustment with Feedback
145
8.1.2
Euler
Equation for Household Consumption
145
8.1.3
Cross-Country Growth and Convergence
148
8.2
Large
Γ
Within-Group Estimation
149
8.3
Small
T GMM
Estimation
151
8.3.1
Moments and Weight Matrices
151
8.3.2
The Irrelevance of Filtering
152
8.4
Optimal Instruments
155
8.5
Instruments Uncorrelated with the Effects
159
8.5.1
System Estimators
159
8.5.2
Stationarity Restrictions
161
8.5.3
Illustration: A Dynamic Evaluation of Job Training
162
8.5.4
Time-Invariant Explanatory Variables
164
8.5.5
Levels Moments Implied by Lack of Serial Correlation
164
8.6
Estimating the Effect of Fertility on Female Labour Participation
165
8.7
Other Estimation Methods
169
IV Appendices
175
A Generalized Method of Moments Estimation
177
A.I Method of Moment Estimation Problems
177
A.2 General Formulation
180
A.3 Examples: 2SLS and 3SLS
181
A.4 Consistency of GMM Estimators
184
x
Contents
Α.5
Asymptotic Normality
185
A.6 Estimating the Asymptotic Variance
188
A.7 Optimal Weight Matrix
190
A.
8
Testing the Overidentifying Restrictions
192
В
Optimal Instruments in Conditional Models
199
B.I Introduction
199
B.2 Linear Regression
200
B.3 Nonlinear Regression
203
B.4 Nonlinear Structural Equation
204
B.5 Multivariate Nonlinear Regression
206
B.6 Nonlinear Simultaneous Equation System
208
References
215
Index
227
ADVANCED
TEXTS IN ECONOMETRICS
Editors
MANUEL ARELLANO
GUIDO IMBENS
GRAYHAM
E.
MIZON
ADRIAN PAGAN MARK WATSON
Advisory Editor
С
W. J.
GRANGER
This book, by one of the world s leading experts on dynamic panel data, presents
a modern review of some of the main topics in panel data econometrics. The author
concentrates on linear models, and emphasizes the roles of heterogeneity and
dynamics in panel data analysis. The book combines methods and applications,
so will appeal to both the academics and practitioners alike.
The book is divided into four parts. Part I concerns static models, and deals with
the problem of unobserved heterogeneity and how the availability of panel data
helps to solve it, error component models, and errors in variables in panel data.
Part II looks at time series models with error components. Its chapters deal with
the problem of distinguishing between unobserved heterogeneity and individual
dynamics in short panels, modelling strategies of time effects, moving average
models, inference from covariance structures, the specification and estimation
of
autoregressive
models with heterogeneous intercepts, and the impact of
assumptions about initial conditions and heteroskedacity on estimation.
Part III examines dynamics and predeterminedness. Its two chapters consider
alternative approaches to estimation from small and large
T
perspectives,
looking at models with both strictly exogenous and lagged dependent variables
allowing for autocorrelation of unknown form, as well as models with general
predetermined values.
Together Parts II and III provide a synthesis, and unified perspective, of a vast
literature that has had a significant impact on recent econometric practice.
Part IV reviews the main results in the theory of generalized method of moments
estimation and optimal instrumental variables.
|
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| dewey-ones | 330 - Economics |
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| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
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| id | DE-604.BV014117034 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:57:57Z |
| institution | BVB |
| isbn | 0199245282 9780199245284 9780199245291 0199245290 |
| language | English |
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| physical | XII, 231 S. |
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| spelling | Arellano, Manuel 1957- Verfasser (DE-588)13168423X aut Panel data econometrics Manuel Arellano 1. publ. Oxford [u.a.] Oxford Univ. Press 2003 XII, 231 S. txt rdacontent n rdamedia nc rdacarrier Advanced texts in econometrics Hier auch später erschienene, unveränderte Nachdrucke Datenanalyse (DE-588)4123037-1 gnd rswk-swf Panel (DE-588)4173171-2 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Panelanalyse (DE-588)4173172-4 gnd rswk-swf Ökonometrie (DE-588)4132280-0 s Panel (DE-588)4173171-2 s Datenanalyse (DE-588)4123037-1 s DE-604 Panelanalyse (DE-588)4173172-4 s DE-188 Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009672625&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009672625&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Arellano, Manuel 1957- Panel data econometrics Datenanalyse (DE-588)4123037-1 gnd Panel (DE-588)4173171-2 gnd Ökonometrie (DE-588)4132280-0 gnd Panelanalyse (DE-588)4173172-4 gnd |
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| title | Panel data econometrics |
| title_auth | Panel data econometrics |
| title_exact_search | Panel data econometrics |
| title_full | Panel data econometrics Manuel Arellano |
| title_fullStr | Panel data econometrics Manuel Arellano |
| title_full_unstemmed | Panel data econometrics Manuel Arellano |
| title_short | Panel data econometrics |
| title_sort | panel data econometrics |
| topic | Datenanalyse (DE-588)4123037-1 gnd Panel (DE-588)4173171-2 gnd Ökonometrie (DE-588)4132280-0 gnd Panelanalyse (DE-588)4173172-4 gnd |
| topic_facet | Datenanalyse Panel Ökonometrie Panelanalyse |
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